First argument: If your token generator or private keys are on a device connected to a network, they will eventually get compromised, given enough time and resources. The more attack vectors there are, the more likely a compromise is. Phones have more attack vectors than non-phone computers, so they are more likely to get compromised.

Second argument: Of the computing devices available today, phones tend to have at least as bad a security track record as modern non-phone computers. The average user can generally harden a non-phone computer's security* and pick more secure hardware, to improve their security position. But the user cannot generally do the same with a phone.* *

Summary:

Non-phone computers are not only more secure due to having less attack vectors, but their ability to be secured more than a phone makes them even more trustworthy. If you had to pick a place to keep keys, a non-phone device is more secure than a phone.

* by extending existing os security features or using 3rd party software

* * or at least, I'm not aware of comparable methods for phones; there may be some software hardening tools out there for phones, but the hardware is much more limited